Neku is 100% correct.
Before doing that, I'd even strongly recommend first reading the ulx_readme.txt included with ULX (both SVN and release) in the addons folder, the big section titled "USAGE".
It includes some helpful info originally intended for non-XGUI users.
I'd strongly recommend reading the readme file of any addon you obtain, not just ULX.
Amazing what info you learn.